+463.7%
NEM vs MMM
+3,205.9%
-2,742.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | +14.7% | +5.8% | +9.0% | +13.7% |
| 30D | +6.2% | +17.9% | -11.7% | +3.3% |
| 3M | +11.0% | +3.6% | +7.4% | +10.3% |
| 6M | +7.9% | +32.9% | -25.0% | +2.8% |
| YTD | +26.2% | +19.5% | +6.7% | +22.3% |
| 1Y | +51.5% | +16.5% | +35.0% | +47.4% |
| 3Y | +290.6% | +167.2% | +123.4% | +229.4% |
| 5Y | +153.1% | +48.2% | +104.9% | +131.7% |
| 10Y | +332.4% | +83.0% | +249.4% | +275.5% |
| All | +463.7% | +3,205.9% | -2,742.2% | +348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling